Hi everyone, 

 

I am having trouble figuring out how to consolidate bars in Research. I am looking fora general way to consolidate minute bars into X Minute Bars (e.g. 5 / 10 / 30 min )

Is there a way to attach a TradeBarConsolidator() in Research mode?

My last resort would be to consolidate the data myself through pandas data manipulation but I would like to try to avoid that if possible.

 

marketHistory = qb.History("SPY", startDate, endDate, Resolution.Minute) # marketHistory returns a DataFrame thirtyMinuteConsolidator = TradeBarConsolidator(timedelta(minutes=30)) # somehow attach a consolidator to quantbook?

 

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